+168.2%
ACGL vs ARMK
+90.4%
+77.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.9% |
| 7D | +6.4% | -10.2% | +16.6% | +9.3% |
| 30D | +16.6% | -9.3% | +25.9% | +19.4% |
| 3M | +11.6% | -11.4% | +23.0% | +14.7% |
| 6M | +17.5% | +11.6% | +5.8% | +12.6% |
| YTD | +15.3% | +37.5% | -22.2% | +3.3% |
| 1Y | +26.3% | +34.9% | -8.6% | +13.8% |
| 3Y | +35.9% | +83.4% | -47.5% | +9.4% |
| 5Y | +168.2% | +87.9% | +80.3% | +111.0% |
| All | +168.2% | +90.4% | +77.8% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling